Pathwise Decompositions of Brownian Semistationary Processes (Q5380532)
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scientific article; zbMATH DE number 7062747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise Decompositions of Brownian Semistationary Processes |
scientific article; zbMATH DE number 7062747 |
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Pathwise Decompositions of Brownian Semistationary Processes (English)
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5 June 2019
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Brownian semistationary processes
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fractional Brownian motion
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stationary processes
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Volterra processes
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Itô's formula
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